Shocking new video filmed by one of the victims at the Donald Trump rally shooting shows just how close Thomas Matthew Crooks was to Trump ... and it's incredible the Secret Service missed him.

The footage, obtained by Fox News, shot from the bleachers behind Trump, shows Crooks moving quickly along the roof of the American Glass Research Building, disappearing and then popping back up ... minutes before squeezing off 8 shots.

It's the first video showing Crooks and Trump in the same frame ... and this new vantage point illustrates just how close the rooftop was to where Trump was on stage.